A gradient-based Markov chain Monte Carlo method for full-waveform inversion and uncertainty analysis

Traditional full-waveform inversion (FWI) methods only render a “best-fit” model that cannot account for uncertainties of the ill-posed inverse problem. Additionally, local optimization-based FWI methods cannot always converge to a geologically meaningful solution unless the inversion starts with an accurate background model. We seek the solution for FWI in the Bayesian inference framework to address those two issues. In Bayesian inference, the model space is directly probed by sampling methods such that we obtain a reliable uncertainty appraisal, determine optimal models, and avoid entrapment in a small local region of the model space. The solution of such a statistical inverse method is completely described by the posterior distribution, which quantifies the distributions for parameters and inversion uncertainties. To efficiently sample the posterior distribution, we introduce a sampling algorithm in which the proposal distribution is constructed by the local gradient and the diagonal approximate Hessian of the local log posterior. Our algorithm is called the gradient-based Markov chain Monte Carlo (GMCMC) method. The GMCMC FWI method can quantify inversion uncertainties with estimated posterior distribution given sufficiently long Markov chains. By directly sampling the posterior distribution, we obtain a global view of the model space. Theoretically speaking, statistical assessments do not depend on starting models. Our method is applied to the 2D Marmousi model with the frequency-domain FWI setting. Numerical results suggest that our method can be readily applied to 2D cases with affordable computational efforts.